PCA Index Dashboard Examples#
This script was last run at 2024-03-12 22:49:09.611784+00:00 (UTC)
In US/Central Time, this is 2024-03-12 17:49:09.611784-05:00
| High Yield Index OAS | 10Y-2Y Spread | VIX | CP - Treasury Spread, 3m | NASDAQ Ret (transformed) | 10-Year Treasury (transformed) | |
|---|---|---|---|---|---|---|
| DATE | ||||||
| 1997-01-02 | -0.897800 | -0.476537 | 0.085297 | -0.006968 | 0.546091 | 0.254942 |
| 1997-01-03 | -0.886092 | -0.476537 | -0.156467 | 0.008556 | 0.745650 | 0.205797 |
| 1997-01-06 | -0.882189 | -0.476537 | -0.065054 | -0.014730 | 0.778525 | 0.269723 |
| 1997-01-07 | -0.882189 | -0.455704 | -0.130006 | -0.045779 | 0.838145 | 0.383307 |
| 1997-01-08 | -0.893897 | -0.455704 | -0.022956 | -0.084590 | 0.786185 | 0.496500 |
| ... | ... | ... | ... | ... | ... | ... |
| 2024-03-06 | -0.815844 | -1.528618 | -0.713367 | 1.669670 | 1.123676 | -0.203220 |
| 2024-03-07 | -0.815844 | -1.497368 | -0.720584 | 1.809390 | 1.133000 | -0.250780 |
| 2024-03-08 | -0.819747 | -1.476535 | -0.684499 | 1.871488 | 1.023217 | -0.227792 |
| 2024-03-11 | -0.819747 | -1.497368 | -0.626765 | 1.871488 | 0.924916 | -0.175476 |
| 2024-03-12 | -0.819747 | -1.507785 | -0.626765 | 1.871488 | 0.919090 | -0.175476 |
7185 rows × 6 columns
pc1
DATE
1997-01-02 -0.579695
1997-01-03 -0.685925
1997-01-06 -0.668801
1997-01-07 -0.705204
1997-01-08 -0.674846
...
2024-03-06 -1.512263
2024-03-07 -1.532363
2024-03-08 -1.511498
2024-03-11 -1.487055
2024-03-12 -1.488680
Name: PC1, Length: 7185, dtype: float64
# NEW PLOT
dfn['NASDAQ Ret (transformed)'].plot()
<Axes: xlabel='DATE'>
fig = px.line(pc1)
fig.show()